Package org.hipparchus.stat.correlation


package org.hipparchus.stat.correlation
Correlations/Covariance computations.
  • Classes
    Class
    Description
    Computes covariances for pairs of arrays or columns of a matrix.
    Implementation of Kendall's Tau-b rank correlation.
    Computes Pearson's product-moment correlation coefficients for pairs of arrays or columns of a matrix.
    Spearman's rank correlation.
    Covariance implementation that does not require input data to be stored in memory.